+176.0%
PBF vs VSXY
+175.8%
+0.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.6% |
| 7D | +2.3% | -0.3% | +2.7% | +2.3% |
| 30D | +11.6% | -22.1% | +33.6% | +10.5% |
| 3M | +81.7% | -1.1% | +82.9% | +81.3% |
| 6M | +96.4% | +53.8% | +42.6% | +99.4% |
| YTD | +189.5% | +35.5% | +154.0% | +195.8% |
| All | +176.0% | +175.8% | +0.2% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling